Amarnath Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.21% (+3.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1974 | 1.68 | |
| 0.2049 | 6.03 | |
| 0.6871 | 13.29 | |
| 0.1354 | 0.12 | |
| 1.0124 | 0.67 | |
| -2.3332 | -2.48 | |
| 2.1076 | 2.65 | |
| -1.4988 | -2.00 | |
| 1.1429 | 1.38 | |
| -0.7887 | -1.06 | |
| 0.2161 | 0.34 | |
| -0.1066 | -0.25 |
Estimation Period:
Jun 19, 2014 to Feb 13, 2026
Jun 19, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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